Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47465.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46067.04 Kr¶

PnL: ---------------------------------------> -821.53 Kr¶

DD now: ---------------------------------> -2.395 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:54:06.820203'

Anic Portfolio¶

Today¶

Return: 0.328 %¶

This Week¶

Return: -0.935 %¶

Total¶

Return: 55.388 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -0.860000 784.000000 111.000000 16.490000 673.000000
Nordea Bank Abp 29 1.100000 3521.760000 67.760000 1.960000 3453.999992
SAAB B 8 -0.230000 3435.200000 58.200000 1.720000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.180000 394.400000 39.400000 11.100000 355.000000
Boozt 12 1.080000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 1.700000 603.900000 29.900000 5.210000 573.999998
Corem Property Group B 59 0.990000 604.750000 27.750000 4.810000 576.999999
Intrum 4 1.280000 551.800000 24.800000 4.710000 527.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Norva24 Group 16 1.160000 560.320000 17.320000 3.190000 543.000000
Swedbank A 3 0.890000 580.950000 16.950000 3.010000 564.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Securitas B 6 1.480000 584.640000 14.640000 2.570000 570.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.560000 250.560000 4.560000 1.850000 246.000000
Coor Service Management Hold. 8 0.150000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.370000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -2.500000 517.400000 -16.600000 -3.110000 533.999999
International Petroleum Corp. 5 3.710000 572.500000 -22.070000 -3.710000 594.565215
Essity B 2 -0.550000 546.200000 -27.800000 -4.840000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.650000 3783.500000 -66.500000 -1.730000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.860000 2750.800000 -220.200000 -7.410000 2971.000006
OX2 18 1.210000 1435.500000 -228.500000 -13.730000 1663.999992
Axfood 13 0.370000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46067.040000 -821.530000 -2.39536% 46888.564618

Updated:¶

'2023-01-27 11:54:19.787338'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶